+88.4%
DVA vs URA
+121.0%
-32.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.3% | -2.3% |
| 7D | +2.2% | +8.1% | -5.9% | +1.7% |
| 30D | -2.0% | +5.8% | -7.8% | -2.5% |
| 3M | -6.3% | +3.4% | -9.7% | -6.6% |
| 6M | +19.4% | -2.6% | +22.1% | +19.7% |
| YTD | +58.5% | +11.2% | +47.3% | +56.1% |
| 1Y | +33.9% | +19.8% | +14.0% | +29.5% |
| 3Y | +88.4% | +121.5% | -33.0% | +57.5% |
| All | +88.4% | +121.0% | -32.6% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling